Pinned Repositories
ADBench
Official Implement of "ADBench: Anomaly Detection Benchmark", NeurIPS 2023.
Adv-ALSTM
Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019
Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
Features and labels engineering of raw data of quotes of several stocks.
alstm
Adaptive LSTM from Breaking the Activation Function Bottleneck Through Adaptive Parameterization (https://arxiv.org/abs/1805.08574)
applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
arfima
Python implementation of ARFIMA process with an aim to simulate series.
aspromatis
How to Ingesting Your Own Zipline Data Bundle
Asset_Comparison_Toolbox_I
Toolbox I for asset comparison. Visualization - Volatility - Scatter Matrix - Correlation Coefficient - Regression Analysis I
awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
python_portfolio_tracker
Track the performance of your portfolio using Python!
Djangu-algo's Repositories
Djangu-algo/applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
Djangu-algo/awesome-tda
A curated list of topological data analysis (TDA) resources and links.
Djangu-algo/awesome-time-series
Resources for working with time series and sequence data
Djangu-algo/Awesome_CatBoost
The repository to showcase the best framework for tabular data - the Awesome CatBoost
Djangu-algo/CEEMDAN-LSTM
Paper-Reproduce: (ESWA) Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM
Djangu-algo/Ecuador_Retail_Sales
This repo houses the data and project: Ecuador Retail Store Sales.
Djangu-algo/feature-engineering-tutorials
Data Science Feature Engineering and Selection Tutorials
Djangu-algo/forecast-return-vol-by-ML
Djangu-algo/ib-scripts
Python scripts that use the Interactive Brokers TWS API
Djangu-algo/ibapi-scripts
Djangu-algo/IDVF-Oxford-v1
My psuedo-replication of the Oxford quant paper, "Volatility Forecasting with Machine Learning and Intraday Commonality".
Djangu-algo/lightweight-charts-python
Python framework for TradingView's Lightweight Charts JavaScript library.
Djangu-algo/lppls-mod
Library for fitting the LPPLS model to data.
Djangu-algo/MEDIUM_NoteBook
Repository containing notebooks of my posts on Medium
Djangu-algo/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Djangu-algo/outlierdetection
Djangu-algo/outliers-detection-by-ML
Djangu-algo/pinkfish
A backtester and spreadsheet library for security analysis.
Djangu-algo/pybroker
Algorithmic Trading in Python with Machine Learning
Djangu-algo/pytvlwcharts
An Experimental Python Wrapper For Tradingview's Lightweight-Charts To Be Used In Notebook Environments (Google Colab).
Djangu-algo/QuantFinanceTraining
This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
Djangu-algo/rt_tspc_distance_profile
Distance Profile Time Step Classifier
Djangu-algo/rt_tspc_xgb
XGBoost Time Series Step Classifier.
Djangu-algo/statespace-presentation
Presentation materials for PyMC Statespace
Djangu-algo/Stockformer
This paper, StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks, is currently under consideration for publication in the [Neurocomputing](https://www.sciencedirect.com/journal/neurocomputing).
Djangu-algo/Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility
This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility
Djangu-algo/toraniko
A multi-factor equity risk model for quantitative trading.
Djangu-algo/TradeTracker
Stocks, Futures and Options positions and market portfolio tracker (includes optional Interactive Brokers IBKR TWS API integration)
Djangu-algo/Trading-Strategies
Djangu-algo/weighted-likelihood-filter